Geodesic
Crout versions of ILU factorization with pivoting for sparse symmetric matrices
Electronic transactions on numerical analysis, Tome 20 (2005), pp. 75-85
The Crout variant of ILU preconditioner (ILUC) developed recently has been shown to be generally advantageous over ILU with Threshold (ILUT), a conventional row-based ILU preconditioner. This paper explores pivoting strategies for sparse symmetric matrices to improve the robustness of ILUC. We integrate two symmetrypreserving pivoting strategies, the diagonal pivoting and the Bunch-Kaufman pivoting, into ILUC without significant overheads. The performances of the pivoting methods are compared with ILUC and ILUTP ([20]) on a set of problems, including a few arising from saddle-point (KKT) problems.
Classification : 65F10, 65F50
Keywords: incomplete LU factorization, ILU, ILUC, sparse Gaussian elimination, crout factorization, preconditioning, diagonal pivoting, bunch-kaufman pivoting, ILU with threshold, iterative methods, sparse symmetric matrices 
@article{ETNA_2005__20__a11,
     author = {Li,  Na and Saad,  Yousef},
     title = {Crout versions of {ILU} factorization with pivoting for sparse symmetric matrices},
     journal = {Electronic transactions on numerical analysis},
     pages = {75--85},
     year = {2005},
     volume = {20},
     zbl = {1075.65045},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/}
}
TY  - JOUR
AU  - Li,  Na
AU  - Saad,  Yousef
TI  - Crout versions of ILU factorization with pivoting for sparse symmetric matrices
JO  - Electronic transactions on numerical analysis
PY  - 2005
SP  - 75
EP  - 85
VL  - 20
UR  - http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/
LA  - en
ID  - ETNA_2005__20__a11
ER  - 
%0 Journal Article
%A Li,  Na
%A Saad,  Yousef
%T Crout versions of ILU factorization with pivoting for sparse symmetric matrices
%J Electronic transactions on numerical analysis
%D 2005
%P 75-85
%V 20
%U http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/
%G en
%F ETNA_2005__20__a11
Li,  Na; Saad,  Yousef. Crout versions of ILU factorization with pivoting for sparse symmetric matrices. Electronic transactions on numerical analysis, Tome 20 (2005), pp. 75-85. http://geodesic.mathdoc.fr/item/ETNA_2005__20__a11/